9 THE THEOREM OF FROBENIUS 311
As in the proof of (1 0.9.4) we see that there is a unique solution $-+v(£9 z, x0 9yQ)
of that equation, defined for |£| < 2 and such that v(0, z, ;c0 , y0) = 0, pro-
vided \\x0-a\\ <a/8, ||z|| < inf (a/4, £/2M), \\y0 - b\\ < /?. Furthermore,
(10.7.3) shows that v is continuously differentiate for these values of
£, z, x0 , yQ provided a and jS have been taken such that the derivative of
U is bounded in S0xT0. Then (10.9.4) shows that wfejc0,^0) =
y0 + v(l , x - x0 , x0 , y0) is the unique solution of (1 0.9.1 ), defined
in
S: || x - a\\ ^ a/8, taking the value y0 for x = XQ , hence
(x, *o , ^o) -* u(x, x0 , j0) is continuously differentiate in S x S x T0 . If E
and F are finite dimensional, the proof that u is p times continuously
differentiate (resp. indefinitely differentiable, resp. analytic) when U has
the corresponding property, is done in the same way, using (10.7.4) (resp.
(10.7.5)) instead of (10.7.3). Finally, the last statement of the theorem is
proved by the same argument as part (c) of (10.8.1).

When E = K", the Frobenius condition (10.9.4.1) of complete integrability
is equivalent, for the system (10.9.3), to the relations

d d
(10.9.6) -/,(*i, • • • , *„, y) + ft(xl9...9xn9 y) •//*!, ...,*„, y)
(where it must be remembered that — /i(xl9 . . ., xtt9 y) is an element of
\ F) (a matrix if F is finite dimensional), and//jc1? . . . , xn , y) an element
ofF).